To prevent from any problems, see the Gigabyte's website for memory compatibiliy list.
Anyway, for E8400 (FSB 1333), you can use any DDR2-667 (PC2-5300) or above (will be better). First, it will be depend on your need, if you want to OC, then higher speed RAM will be needed. For non OC, I would recommend for PC2-6400, since the price are almost the same with the PC2-5300 and have higher speed.
I'm running E6750 (FSB 1333) on a DDR2-6400 with satisfactorily result, no OC (stock speed).
Go for 4x2GB if your budget allows (due to your Vista64). I think it would be fine. But I'll let somebody with first hand experience on Vista64 with 8GB memory share their thoughts
ps: I don't want to start a flame on memory (2,4,8GB) on Vista64